+694.6%
DELL vs ADM
+18.5%
+676.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +25.6% | -0.1% | +25.7% | +25.6% |
| 30D | +17.7% | +11.0% | +6.6% | +15.6% |
| 3M | +33.4% | +6.0% | +27.4% | +32.2% |
| 6M | +266.2% | +26.9% | +239.3% | +252.4% |
| YTD | +328.0% | +50.0% | +278.0% | +305.0% |
| 1Y | +339.6% | +39.6% | +300.0% | +319.0% |
| 3Y | +694.6% | +18.5% | +676.1% | +628.8% |
| All | +694.6% | +18.5% | +676.1% | +628.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling